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James Laird-Smith
Data Scientist working in London
Education
University of Cape Town
Master of Commerce in Finance
Cape Town, South Africa
2015 - 2017
Thesis: Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation
University of Cape Town
Bachelor of Business Science
Cape Town, South Africa
2009 - 2014
Specialisation: Finance
Employment History
Customer Analytics Analyst
The Financial Times (FT)
London, UK
Nov 2018 - (present)
The FT has over 600 journalists that work in 40 bureaux around the world. We have over one million paid subscribers. The team in which I work is called Customer Analytics; we are responsible for the collection, management and analysis of the FT’s internal data.
During my time at the FT, my responsibilities included:
- Product initive scoring and prioritisation.
- Conducting analysis customer analytics.
- Making recommendations on the basis of existing bodies of analysis.
- Segmenting and targeting and customers based on reference and usage data.
Analyst
ICBC Standard Bank
London, UK
May 2018 - July 2018
ICBCS is a financial markets and commodities bank based in London and with offices all around the world. The Client Referential Data (CRD) team is responsible for managing client static and reference data used across the bank.
My responsibilities include:
- Capture and maintenance of client data and settlement instructions.
- Managing subscriptions from market data sources.
- Performing reconciliations between internal systems.
Specialist
Maitland Group South Africa
Cape Town, ZA
Mar 2015 - Nov 2017
Maitland Group is a global advisory and administration firm providing third-party fund administration to managers of pension funds, mutual funds, hedge funds and private equity funds. Maitland has offices in 13 countries and has $280 billion in assets under administration.
During my time at Maitland, my responsibilities included:
- Import and maintenance of client reference data.
- The rapid import of financial data from market sources (Bloomberg, Reuters etc).
- Having deep knowledge of internal systems and data-flows.
- Building integration between systems and applications.
- Data collection from external sources.
- Having extensive knowledge on a wide range of financial instruments.
My knowledge of the data and internal systems meant that I often had to:
- Provide analysis and output data for audit and compliance purposes.
- Providing bespoke reporting to clients.
My role required that I adapt quickly to new software applications including that provided by:
- FIS and Neoxam (both previously Sungard)
- Broadridge Financial Solutions (formally offered by Paladyne Systems)
- Microsoft SQL Server
R Packages
Teaching Experience
Economics Tutor
University of Cape Town
Cape Town, South Africa
2010 - 2016
- Microeconomics
- Macroeconomics
- Microeconomics II (Intermediate)
- Macroeconomics II (Intermediate)
Head Tutor
Smuts Hall Residence
Cape Town, South Africa
2010
- Recruitment and coordination of all residence tutoring.
Speech & Debate Achievements
Finalist
South African National Universities Debating Championships (SANUDC)
Cape Town, South Africa
2014
Also 2nd-top team and semi-finalist, Botswana 2015.
Top breaking team
Pan African Universities Debating Championships
Pretoria, South Africa
2011
Semi-final judge
World Universities Debating Championships
Cape Town, South Africa
2019
Academic Publication
A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange
Environ Syst Decis (2016) 36: 114
N/A
June 2016
Laird-Smith, J., Meyer, K. & Rajaratnam, K.
This journal article is a modified form of the project I completed in the final year of my undergraduate degree. The research examines the need for new methodology and specification for the CAPM beta parameter on the Johannesburg Stock Exchange (JSE). It is available through the Springer online portal.
Master’s Research
Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation
MCom Dissertation Topic at the University of Cape Town
N/A
2015 - 2017
Supervisor: Kanshukan Rajaratnam
This dissertation was submitted as my M.Com (Finance) degree requirement at the University of Cape Town (UCT) and as such it is available online from UCT Libraries under their open access policy.
The dissertation uses statistical methods and in particular Factor Models to:
- Discover variables that can be used as predictors of investment return.
- Simulate and compare a large number of trading strategies.
- Conduct testing to make models more robust and consistent.
- Monitor model performance over time.
- Correct for errors and changes that arise in model specification.
These can be applied to:
- The analysis of quantitative data in other fields.
- Gain a deeper understanding of other financial markets and industries.
The process of writing a dissertation has meant I have skills: Learning new concepts quickly.
- Conducting research in a way that is comprehensive and detailed.
- Writing reports that are clear and authoritative.
- Reading and summarising large amounts of information in a short time.
- Managing time and meeting deadlines.